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JP Morgan Call 1000 REGN 21.06.20.../  DE000JS0Q1X9  /

EUWAX
2024-06-17  4:20:45 PM Chg.- Bid8:29:11 AM Ask8:29:11 AM Underlying Strike price Expiration date Option type
0.380EUR - 0.440
Bid Size: 1,000		 -
Ask Size: -		 Regeneron Pharmaceut... 1,000.00 - 2024-06-21 Call
 

Master data

WKN: JS0Q1X
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,000.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 22.52
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.39
Historic volatility: 0.18
Parity: -0.32
Time value: 0.43
Break-even: 1,043.00
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 13.16%
Delta: 0.44
Theta: -7.01
Omega: 9.97
Rho: 0.04
 

Quote data

Open: 0.430
High: 0.430
Low: 0.380
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+216.67%
1 Month  
+192.31%
3 Months
  -2.56%
YTD  
+46.15%
1 Year  
+8.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.120
1M High / 1M Low: 0.380 0.060
6M High / 6M Low: 0.570 0.060
High (YTD): 2024-02-02 0.570
Low (YTD): 2024-05-30 0.060
52W High: 2024-02-02 0.570
52W Low: 2024-05-30 0.060
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.170
Avg. volume 1M:   0.000
Avg. price 6M:   0.293
Avg. volume 6M:   0.000
Avg. price 1Y:   0.282
Avg. volume 1Y:   0.000
Volatility 1M:   451.47%
Volatility 6M:   271.95%
Volatility 1Y:   233.52%
Volatility 3Y:   -